ECBOT 10 Year T-Note Future December 2012


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 134-000 134-010 0-010 0.0% 133-290
High 134-050 134-115 0-065 0.2% 134-115
Low 133-260 133-300 0-040 0.1% 133-220
Close 134-010 134-060 0-050 0.1% 134-060
Range 0-110 0-135 0-025 22.7% 0-215
ATR 0-160 0-159 -0-002 -1.1% 0-000
Volume 916,188 948,380 32,192 3.5% 3,869,885
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 135-137 135-073 134-134
R3 135-002 134-258 134-097
R2 134-187 134-187 134-085
R1 134-123 134-123 134-072 134-155
PP 134-052 134-052 134-052 134-068
S1 133-308 133-308 134-048 134-020
S2 133-237 133-237 134-035
S3 133-102 133-173 134-023
S4 132-287 133-038 133-306
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 136-030 135-260 134-178
R3 135-135 135-045 134-119
R2 134-240 134-240 134-099
R1 134-150 134-150 134-080 134-195
PP 134-025 134-025 134-025 134-048
S1 133-255 133-255 134-040 133-300
S2 133-130 133-130 134-021
S3 132-235 133-040 134-001
S4 132-020 132-145 133-262
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-115 133-220 0-215 0.5% 0-114 0.3% 74% True False 773,977
10 134-115 132-200 1-235 1.3% 0-158 0.4% 90% True False 929,633
20 134-115 131-220 2-215 2.0% 0-162 0.4% 94% True False 889,697
40 134-115 131-220 2-215 2.0% 0-154 0.4% 94% True False 853,310
60 134-115 131-220 2-215 2.0% 0-169 0.4% 94% True False 860,816
80 134-115 131-030 3-085 2.4% 0-171 0.4% 95% True False 648,495
100 134-180 131-030 3-150 2.6% 0-150 0.3% 89% False False 518,874
120 134-180 131-030 3-150 2.6% 0-127 0.3% 89% False False 432,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-049
2.618 135-148
1.618 135-013
1.000 134-250
0.618 134-198
HIGH 134-115
0.618 134-063
0.500 134-048
0.382 134-032
LOW 133-300
0.618 133-217
1.000 133-165
1.618 133-082
2.618 132-267
4.250 132-046
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 134-056 134-042
PP 134-052 134-025
S1 134-048 134-008

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.